The process of addressing ethical perplexities is challenging and there is insufficiency of clear solutions and proper resources to resolve the ethical quandaries. Thus, this study aims to identify the greatest predictor of trainee counselors’ self-efficacy in addressing ethical perplexities. The greatest predictor of self-efficacy is expected to enhance the existing counseling ethics education curriculum and pedagogy. A quantitative methodological approach was administered through questionnaires. There were 148 trainee counselors selected through simple random cluster sampling and they were all students from private universities in Malaysia. The data gathered were analyzed using correlation and multiple regression analyses. Correlation analysis recorded the highest coefficient of r value which was a substantial relationship between self-efficacy and multicultural competence. Next, multiple regression analyses indicated that the three predictors which are multicultural competence, religiosity, and spirituality were predictive of self-efficacy. However, the strength of prediction varied. Multicultural competence had the most powerful prediction on trainee counselors’ self-efficacy, followed by spirituality, and religiosity. These findings revealed the importance of the three predictors in enhancing trainee counselors’ self-efficacy, addressing ethical quandaries, and developing pedagogic counseling education. The process of preparing and developing intuitive counseling professionals is worthy of attention in the counseling training and practice, specifically in addressing ethical perplexities. Thus, the three predictors should be integrated into the counselor education curriculum and pedagogy at all levels. Cultivation of these three predictors in all trainee counselors would build their level of self-efficacy and help in their survival during counseling dilemmas, leading to successful counseling sessions.